In this study we design a new fabrication technique and demonstrate the potential of using dense gases for designing lab-on-a-chip (LOC) µ-devices from polymers and embedding bio-molecules at temperatures well below the polymer's glass transition temperature. Carbon dioxide at 40^oC and between 44.8 and 68.9 bar was used to immobilize the biologically active molecule, β-galactosidase (β-gal), on the surface of polystyrene (PS) µ-channels. Processing conditions for enzyme immobilization and also bonding a polystyrene cap on the activated channels with minimal µ-feature deformation were determined. We overcame the obstacles of current processes for fabrication of LOC devices from polymers by exploiting the tunable solvation properties of environmentally friendly dense gases by eliminating the use of organic solvents and high processing temperatures; which both exhibit detrimental effects for biological compounds. In addition the immobilization of a biologically active compound onto a polymer matrix was dramatically faster than most current techniques used for LOC fabrication. To our knowledge, this is the first time an enzyme has been directly immobilized on the inner wall of a polystyrene µ-channel. β-gal activity was maintained, and shown via a fluorescent reaction product, after LOC fabrication by the designed process at 40^oC and pressures and processing times up to 68.9 bar and up to 11 hours, respectively.